Direct Calculation of the Variance of Maximum Penalized Likelihood Estimates via EM Algorithm

DOI10.1080/00031305.2014.899273OpenAlexW2092838104WikidataQ58250499 ScholiaQ58250499MaRDI QIDQ5877640FDOQ5877640

Authors: Y. Pawitan, W. Lee 

Publication date: 15 February 2023

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2014.899273

zbMATH Keywords

expectation-maximization algorithmobserved informationstandard errors

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Semiparametric Regression
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• Multivariate statistical modelling based on generalized linear models.
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• Estimation of Multivariate Frailty Models Using Penalized Partial Likelihood
• Differentiation Under the Integral Sign
• Direct Calculation of the Information Matrix via the EM Algorithm
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Cited In (4)

• Direct Calculation of the Information Matrix via the EM Algorithm
• A generative approach to modeling data with quantitative and qualitative responses
• Even More Direct Calculation of the Variance of a Maximum Penalized-Likelihood Estimator
• Is EM really necessary here? Examples where it seems simpler not to use EM

Uses Software

• SemiPar
• BayesDA
• Fahrmeir
• ElemStatLearn

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